+337.5%
AMD vs EFX
-33.8%
+371.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.4% | +11.1% | +7.3% |
| 7D | +2.6% | -8.6% | +11.2% | +6.2% |
| 30D | -0.9% | +0.1% | -1.0% | -1.9% |
| 3M | -8.7% | +3.8% | -12.6% | -13.6% |
| 6M | +136.3% | -13.5% | +149.9% | +143.5% |
| YTD | +123.0% | -17.7% | +140.7% | +132.4% |
| 1Y | +195.2% | -25.6% | +220.8% | +221.5% |
| 3Y | +336.3% | -12.1% | +348.4% | +291.8% |
| All | +337.5% | -33.8% | +371.3% | +378.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling